CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 12-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8363 |
0.8356 |
-0.0007 |
-0.1% |
0.8351 |
High |
0.8363 |
0.8372 |
0.0009 |
0.1% |
0.8412 |
Low |
0.8357 |
0.8356 |
-0.0001 |
0.0% |
0.8333 |
Close |
0.8357 |
0.8372 |
0.0015 |
0.2% |
0.8377 |
Range |
0.0006 |
0.0016 |
0.0010 |
166.7% |
0.0079 |
ATR |
0.0035 |
0.0033 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
56 |
6 |
-50 |
-89.3% |
284 |
|
Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8415 |
0.8409 |
0.8381 |
|
R3 |
0.8399 |
0.8393 |
0.8376 |
|
R2 |
0.8383 |
0.8383 |
0.8375 |
|
R1 |
0.8377 |
0.8377 |
0.8373 |
0.8380 |
PP |
0.8367 |
0.8367 |
0.8367 |
0.8368 |
S1 |
0.8361 |
0.8361 |
0.8371 |
0.8364 |
S2 |
0.8351 |
0.8351 |
0.8369 |
|
S3 |
0.8335 |
0.8345 |
0.8368 |
|
S4 |
0.8319 |
0.8329 |
0.8363 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8611 |
0.8573 |
0.8420 |
|
R3 |
0.8532 |
0.8494 |
0.8399 |
|
R2 |
0.8453 |
0.8453 |
0.8391 |
|
R1 |
0.8415 |
0.8415 |
0.8384 |
0.8434 |
PP |
0.8374 |
0.8374 |
0.8374 |
0.8384 |
S1 |
0.8336 |
0.8336 |
0.8370 |
0.8355 |
S2 |
0.8295 |
0.8295 |
0.8363 |
|
S3 |
0.8216 |
0.8257 |
0.8355 |
|
S4 |
0.8137 |
0.8178 |
0.8334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8412 |
0.8356 |
0.0056 |
0.7% |
0.0014 |
0.2% |
29% |
False |
True |
64 |
10 |
0.8454 |
0.8333 |
0.0121 |
1.4% |
0.0021 |
0.3% |
32% |
False |
False |
36 |
20 |
0.8455 |
0.8333 |
0.0122 |
1.5% |
0.0022 |
0.3% |
32% |
False |
False |
21 |
40 |
0.8470 |
0.8268 |
0.0202 |
2.4% |
0.0028 |
0.3% |
51% |
False |
False |
14 |
60 |
0.8470 |
0.8246 |
0.0224 |
2.7% |
0.0024 |
0.3% |
56% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8440 |
2.618 |
0.8414 |
1.618 |
0.8398 |
1.000 |
0.8388 |
0.618 |
0.8382 |
HIGH |
0.8372 |
0.618 |
0.8366 |
0.500 |
0.8364 |
0.382 |
0.8362 |
LOW |
0.8356 |
0.618 |
0.8346 |
1.000 |
0.8340 |
1.618 |
0.8330 |
2.618 |
0.8314 |
4.250 |
0.8288 |
|
|
Fisher Pivots for day following 12-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8369 |
0.8371 |
PP |
0.8367 |
0.8371 |
S1 |
0.8364 |
0.8370 |
|